DFSPX vs. VSGX
Compare and contrast key facts about DFA International Sustainability Core 1 Portfolio (DFSPX) and Vanguard ESG International Stock ETF (VSGX).
DFSPX is managed by Dimensional. It was launched on Mar 12, 2008. VSGX is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap ex US Choice Index.. It was launched on Sep 18, 2018.
Performance
DFSPX vs. VSGX - Performance Comparison
Loading graphics...
DFSPX vs. VSGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | -1.12% | 32.97% | 4.99% | 18.37% | -17.70% | 12.12% | 11.64% | 24.22% | -15.15% |
VSGX Vanguard ESG International Stock ETF | 2.12% | 30.77% | 5.72% | 15.62% | -18.61% | 7.24% | 13.01% | 23.04% | -12.87% |
Returns By Period
In the year-to-date period, DFSPX achieves a -1.12% return, which is significantly lower than VSGX's 2.12% return.
DFSPX
- 1D
- 3.19%
- 1M
- -7.56%
- YTD
- -1.12%
- 6M
- 2.70%
- 1Y
- 23.62%
- 3Y*
- 14.67%
- 5Y*
- 7.41%
- 10Y*
- 8.97%
VSGX
- 1D
- 1.37%
- 1M
- -5.98%
- YTD
- 2.12%
- 6M
- 5.93%
- 1Y
- 27.25%
- 3Y*
- 15.24%
- 5Y*
- 6.27%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFSPX vs. VSGX - Expense Ratio Comparison
DFSPX has a 0.24% expense ratio, which is higher than VSGX's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DFSPX vs. VSGX — Risk / Return Rank
DFSPX
VSGX
DFSPX vs. VSGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Sustainability Core 1 Portfolio (DFSPX) and Vanguard ESG International Stock ETF (VSGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DFSPX | VSGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 1.56 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.99 | 2.11 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.31 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 2.15 | -0.34 |
Martin ratioReturn relative to average drawdown | 7.25 | 8.41 | -1.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DFSPX | VSGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 1.56 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.39 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.42 | +0.12 |
Correlation
The correlation between DFSPX and VSGX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DFSPX vs. VSGX - Dividend Comparison
DFSPX's dividend yield for the trailing twelve months is around 3.07%, less than VSGX's 3.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSPX DFA International Sustainability Core 1 Portfolio | 3.07% | 3.06% | 3.06% | 2.59% | 2.27% | 2.64% | 1.44% | 2.52% | 2.60% | 2.32% | 2.48% | 2.43% |
VSGX Vanguard ESG International Stock ETF | 3.23% | 3.23% | 3.10% | 2.77% | 2.61% | 2.49% | 1.67% | 2.28% | 0.38% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFSPX vs. VSGX - Drawdown Comparison
The maximum DFSPX drawdown since its inception was -35.86%, which is greater than VSGX's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for DFSPX and VSGX.
Loading graphics...
Drawdown Indicators
| DFSPX | VSGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.86% | -33.09% | -2.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -12.84% | +0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -32.68% | -32.14% | -0.54% |
Max Drawdown (10Y)Largest decline over 10 years | -35.86% | — | — |
Current DrawdownCurrent decline from peak | -9.10% | -8.51% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -7.90% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 3.28% | -0.29% |
Volatility
DFSPX vs. VSGX - Volatility Comparison
The current volatility for DFA International Sustainability Core 1 Portfolio (DFSPX) is 7.55%, while Vanguard ESG International Stock ETF (VSGX) has a volatility of 8.22%. This indicates that DFSPX experiences smaller price fluctuations and is considered to be less risky than VSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DFSPX | VSGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.55% | 8.22% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 10.93% | 12.24% | -1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 17.53% | -1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.95% | 15.98% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 17.95% | -1.79% |